• DocumentCode
    2070237
  • Title

    Structural reliability evaluation by importance sampling and Kalman filter

  • Author

    Hoshiya, M. ; Fujita, M. ; Kuroda, H.

  • Author_Institution
    Musashi Inst. of Technol., Tokyo, Japan
  • fYear
    1990
  • fDate
    3-5 Dec 1990
  • Firstpage
    45
  • Lastpage
    48
  • Abstract
    A simulation method is proposed in which data are effectively sampled from an importance sampling density function and the probabilities of limit state functions are adaptively updated by using Kalman filter. The important constants for the procedure proposed are examined using a highly nonlinear problem
  • Keywords
    Kalman filters; reliability theory; Kalman filter; importance sampling density function; limit state function probabilities; structural reliability evaluation; Density functional theory; Kernel; Monte Carlo methods; Probability density function; Probability distribution; Random variables; Reliability; Sampling methods; Shape; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Uncertainty Modeling and Analysis, 1990. Proceedings., First International Symposium on
  • Conference_Location
    College Park, MD
  • Print_ISBN
    0-8186-2107-9
  • Type

    conf

  • DOI
    10.1109/ISUMA.1990.151221
  • Filename
    151221
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2070237